+9.2%
CPB vs UTHR
+7,123.9%
-7,114.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -8.6% | -5.4% | -3.2% | -8.4% |
| 30D | -7.2% | -6.0% | -1.2% | -7.0% |
| 3M | +0.9% | -11.0% | +11.9% | +1.3% |
| 6M | -11.8% | -0.5% | -11.3% | -11.9% |
| YTD | -19.4% | +0.1% | -19.5% | -19.6% |
| 1Y | -30.4% | +28.2% | -58.5% | -31.2% |
| 3Y | -40.2% | +113.8% | -154.0% | -42.4% |
| 5Y | -39.5% | +131.3% | -170.8% | -42.1% |
| 10Y | -47.4% | +296.7% | -344.1% | -51.0% |
| All | +9.2% | +7,123.9% | -7,114.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling